-24.9%
TSLL vs FITB
+124.9%
-149.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -2.3% | -19.6% | -19.1% |
| 7D | -28.9% | -1.8% | -27.1% | -26.9% |
| 30D | -21.4% | +4.8% | -26.2% | -25.3% |
| 3M | +5.0% | -6.4% | +11.4% | +13.4% |
| 6M | -36.6% | +7.9% | -44.5% | -42.6% |
| YTD | -56.6% | +17.0% | -73.6% | -66.3% |
| 1Y | -60.9% | +29.9% | -90.8% | -74.0% |
| All | -24.9% | +124.9% | -149.8% | -66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FITB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling